Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51662.48 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48463.42 Kr¶

PnL: ---------------------------------------> -624.15 Kr¶

DD now: ---------------------------------> -0.543 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:25:29.921756'

Anic Portfolio¶

Today¶

Return: 0.045 %¶

This Week¶

Return: 8.701 %¶

Total¶

Return: 69.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.800000 808.000000 135.000000 20.060000 673.000000
FM Mattsson Mora Group B 54 -3.790000 3294.000000 114.000000 3.580000 3180.000006
Nordea Bank Abp 29 0.800000 3560.040000 106.040000 3.070000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.430000 3465.600000 88.600000 2.620000 3377.000000
Swedbank A 3 2.450000 615.900000 51.900000 9.200000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
AcadeMedia 12 0.730000 595.680000 38.680000 6.940000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.420000 389.100000 34.100000 9.610000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.310000 585.240000 15.240000 2.670000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Boozt 12 1.180000 1650.000000 -4.000000 -0.240000 1653.999996
Corem Property Group B 59 1.310000 571.120000 -5.880000 -1.020000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Vivesto 1368 -1.900000 550.210000 -62.790000 -10.240000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -3.160000 3906.000000 -394.000000 -9.160000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48463.420000 -624.150000 -0.5427% 49087.564636

Updated:¶

'2023-02-01 13:25:42.944955'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶